#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Models.Marketmodels;
namespace Cephei.QL.Models.Marketmodels.Browniangenerators
{
    /// <summary> 
	/// ! Incremental Brownian generator using a Sobol generator, inverse-cumulative Gaussian method, and Brownian bridging.
	/// </summary>
    [Guid ("BC731100-7AEC-4641-BC21-6602029EF502"),ComVisible(true)]
	public interface ISobolBrownianGenerator : Cephei.QL.Models.Marketmodels.IBrownianGenerator
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Double NextPath {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double NextStep(Cephei.Core.IVector<Double> output);
        /// <summary> 
		/// 
		/// </summary>
		 UInt64 NumberOfFactors {get;}
        /// <summary> 
		/// 
		/// </summary>
		 UInt64 NumberOfSteps {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.Core.IMatrix<UInt64> OrderedIndices {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.Core.IMatrix<Double> Transform(Cephei.Core.IMatrix<Double> variates);
    }   

    /// <summary> 
	/// ! Incremental Brownian generator using a Sobol generator, inverse-cumulative Gaussian method, and Brownian bridging. Factory
	/// </summary>
   	[ComVisible(true)]
    public interface ISobolBrownianGenerator_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    ISobolBrownianGenerator Create (UInt64 factors, UInt64 steps, QL.Models.Marketmodels.Browniangenerators.SobolBrownianGenerator.OrderingEnum ordering, Microsoft.FSharp.Core.FSharpOption<QL.Math.Randomnumbers.SobolRsg.DirectionIntegersEnum> directionIntegers);
    }
}

